The Riemann Integral/The Logarithm, Exponential, and Improper Integrals

Lesson 6.5939 words

The Logarithm, Exponential, and Improper Integrals

The integral defines transcendental functions. The logarithm is the area under 1/t, the exponential is its inverse, and their calculus properties follow from the fundamental theorem.

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The fundamental theorem guarantees that every continuous function has an antiderivative, even when no elementary formula exists. This makes the integral a tool for defining functions. The logarithm and exponential, taken for granted in calculus, are built here from the integral of . Improper integrals then push integration past its original setting — bounded functions on bounded intervals — to unbounded domains and unbounded integrands.

The logarithm as an integral

Define a function by the area under the hyperbola , starting at .

The logarithm as signed area under . For , is the area from to ; for the orientation reverses and the value is negative. The curve is .

Its defining properties come straight from the integral.1

  • Base point and derivative. , and by the differentiation form is differentiable with .
  • Monotone bijection. Since , is strictly increasing, hence injective, and is onto with and .
  • Functional equation. , proved by the substitution in the defining integral.
  • Powers. for rational .

Surjectivity uses that , so ; the Archimedean property and the intermediate value theorem then hit every real value.1 Uniqueness is a corollary of the evaluation form: any function with and must equal .

The exponential as the inverse

Because is a strictly monotone differentiable bijection, it has a differentiable inverse.

The inverse-function rule turns into the defining differential equation of the exponential.1

The two functions are mirror images across the diagonal, with reciprocal slopes at corresponding points — a slope for at becomes a slope for at .

The exponential is the logarithm mirrored across the line . A point where has slope maps to a point where has the reciprocal slope, so the two graphs cross the diagonal at right angles to each other's tangents.

With in hand, irrational powers can be defined: for set , extending the rational-exponent rules by continuity, and since .1 The general power and exponential laws follow by differentiating the composition:

the first fixing and varying , the second fixing the base . The classical limit definition of the exponential is recovered from the logarithm: since has derivative at ,

the continuous-compounding limit, obtained by taking logarithms and using .1

Improper integrals

The Riemann integral is defined only for bounded functions on bounded intervals. Two extensions, each a limit of proper integrals, cover unbounded domains and unbounded integrands.

An improper integral over is the limit of proper integrals out to a moving bound . When the tail area past shrinks to zero, the total area converges to a finite value.

The prototype family sets the convergence threshold. The exponent determines whether the tail area is finite.2

At infinity the integrand must decay faster than ; near the singularity must be milder than .

IntegralConverges whenDiverges whenValue on convergence

The comparison test

Convergence of a hard integral often follows from a simpler dominating one, just as for series.

Tail comparison for the Gaussian. Beyond the curve drops below , whose tail area is ; the shaded Gaussian tail is squeezed underneath it, so converges by comparison.

Splitting an improper integral before establishing convergence is invalid: converges, but rewriting it as produces , since each piece diverges.2

Absolute versus conditional convergence

An improper integral can converge through cancellation without converging absolutely — the continuous analogue of a conditionally convergent series.

The alternating signs of provide the same cancellation as in the alternating harmonic series.

The integral test for series

A decreasing nonnegative function ties the convergence of a series to the convergence of an integral, because its terms and its area sandwich each other.

The integral test. The area under a decreasing is bounded below by the right-endpoint bars and above by the left-endpoint bars , so the series and the integral converge together.

The estimate is quantitative, not just qualitative: it brackets a sum to within .

The same test recovers the -series result — converges exactly when does, i.e. for .

ObjectConvergence toolThreshold example
-testconverges iff
, comparison testdominated by convergent
parts + comparisonconditional, not absolute
, integral testmatches

Footnotes

  1. Lebl, Basic Analysis I, §5.4 — the logarithm as with its five characterizing properties (Prop. 5.4.1), the exponential as its inverse with (Prop. 5.4.2), and the definition . 2 3 4 5 6
  2. Lebl, Basic Analysis I, §5.5 — improper integrals (Def. 5.5.1), the -test (Prop. 5.5.2), the comparison test (Prop. 5.5.5) with the and examples, and the integral test with the estimate (Prop. 5.5.13, Example 5.5.14). 2 3 4 5 6
  3. Shkoller, MAT125B Lecture Notes, §1.12 — improper integrals, absolute versus conditional convergence (Def. 1.45), and the proof that is conditionally but not absolutely convergent (Example 1.47). 2

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